In the past 2 months, I tried to germinate some pepper seeds, but all of them failed. I used some tiny pots to contain the soil (don't know more about it; just black soil in general) and the planted the seed about 1 cm below the surface. I have placed nothing on the pot as cover and I water them with a watering pot once a day. The room temperature is about 29°C (84°F).

Water (as covered by bstpierre) is my first thought, and his comments about seed quality are good - this could easily explain very poor germination rates.

Which kind of pepper seeds? Some species cultivars are harder to germinate. Most varieties such as bell peppers, jalapeños, etc are in the easy category.

Soaking the seeds for a few hours in salt petre (Potassium Nitrate) is recommended for the harder to germinate varieties. I do this as a matter of course but should probably do a comparative test - I'm not convinced it has a great affect.

Finally, I plant at a much shallower depth, sprinking the potting compost over the seeds to cover them up. Due to vagaries of my technique and that I push exposed seeds in with a finger, some definitely end up 1+cm down and still germinate (I don't know what percentage germinate at this depth).

If there are any kids reading all this, the above could make a good junior science fair project!

Temperature
Most annual plants and vegetables prefer night temperatures between 60 and 65°F (16 and 18°C) (Tables 1 and 2). Day temperatures may run about 10°F (5°C) higher. If temperatures are warmer than this, plants become leggy. Cool-season vegetable crops and a few flowers prefer night temperatures no higher than 55°F (13°C) and day temperatures near 65°F (18°C). An unused bedroom, basement or sun porch is often a good location for these plants.

"Do not place covered containers in direct sunlight. Place the containers in a warm location with optimum temperature range of 65 to 75°F (18 to 24°C) for most vegetables. Some cool-season vegetables such as cabbage, broccoli, cauliflower, and peas tend to do well when started at temperatures of about 55°F (13°). After germination, remove the plastic film or glass cover and move the cool-loving plants to a cooler location."

In my experience, those peat pots that you moisten and they grow up are bad. Don't try those! Try a nice seed starting mix with really thin texture perhaps with vermniculite. Keep them warm and moist to start. Once you see them sprout, place them under some light.